On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures (Q2444702)
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scientific article; zbMATH DE number 6282675
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| English | On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures |
scientific article; zbMATH DE number 6282675 |
Statements
On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures (English)
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10 April 2014
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risk measurement
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Haezendonck-Goovaerts risk measure
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distortion risk measure
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mean value risk measure
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solvency requirements
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0.7687779068946838
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0.7510114312171936
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0.7352504134178162
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0.732964038848877
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0.7322009205818176
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